32 citations · 32 across the 4 of their papers we have counts for
Showing stat.MEShow all
2 papers · 1 filter
stat.ME2020
Outer power transformations of hierarchical Archimedean copulas: Construction, sampling and estimation
Jan Górecki, Marius Hofert, Ostap Okhrin
A large number of commonly used parametric Archimedean copula (AC) families are restricted to a single parameter, connected to a concordance measure such as Kendall's tau. This oft…
stat.ME2018
A framework for measuring dependence between random vectors
Marius Hofert, Wayne Oldford, Avinash Prasad +1
A framework for quantifying dependence between random vectors is introduced. With the notion of a collapsing function, random vectors are summarized by single random variables, cal…